CME Wheat Future December 2013


Trading Metrics calculated at close of trading on 13-Jun-2013
Day Change Summary
Previous Current
12-Jun-2013 13-Jun-2013 Change Change % Previous Week
Open 716-6 705-0 -11-6 -1.6% 733-6
High 718-4 708-0 -10-4 -1.5% 738-2
Low 701-2 696-6 -4-4 -0.6% 715-4
Close 705-2 706-6 1-4 0.2% 719-2
Range 17-2 11-2 -6-0 -34.8% 22-6
ATR 14-6 14-4 -0-2 -1.7% 0-0
Volume 17,662 27,806 10,144 57.4% 104,942
Daily Pivots for day following 13-Jun-2013
Classic Woodie Camarilla DeMark
R4 737-5 733-3 713-0
R3 726-3 722-1 709-7
R2 715-1 715-1 708-6
R1 710-7 710-7 707-6 713-0
PP 703-7 703-7 703-7 704-7
S1 699-5 699-5 705-6 701-6
S2 692-5 692-5 704-6
S3 681-3 688-3 703-5
S4 670-1 677-1 700-4
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 792-5 778-5 731-6
R3 769-7 755-7 725-4
R2 747-1 747-1 723-3
R1 733-1 733-1 721-3 728-6
PP 724-3 724-3 724-3 722-1
S1 710-3 710-3 717-1 706-0
S2 701-5 701-5 715-1
S3 678-7 687-5 713-0
S4 656-1 664-7 706-6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 726-0 696-6 29-2 4.1% 12-3 1.7% 34% False True 20,786
10 738-2 696-6 41-4 5.9% 13-3 1.9% 24% False True 20,160
20 738-2 696-6 41-4 5.9% 13-5 1.9% 24% False True 19,049
40 758-6 696-6 62-0 8.8% 15-0 2.1% 16% False True 17,529
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 755-6
2.618 737-4
1.618 726-2
1.000 719-2
0.618 715-0
HIGH 708-0
0.618 703-6
0.500 702-3
0.382 701-0
LOW 696-6
0.618 689-6
1.000 685-4
1.618 678-4
2.618 667-2
4.250 649-0
Fisher Pivots for day following 13-Jun-2013
Pivot 1 day 3 day
R1 705-2 709-1
PP 703-7 708-3
S1 702-3 707-4

These figures are updated between 7pm and 10pm EST after a trading day.

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